VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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($1000 X INDEX) OPEN INTEREST: 628,899
COMMITMENTS
177,335 280,291 216,182 202,648 91,493 596,165 587,966 32,734 40,933
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: -29,047)
-13,297 -37,999 11,240 -27,333 -265 -29,390 -27,024 343 -2,023
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.2 44.6 34.4 32.2 14.5 94.8 93.5 5.2 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267)
85 120 98 42 38 186 206
Updated November 24, 2017